Quantitative
QuantConnect Wants to Create a ‘League’ for Algo Testing
The crowd-sourced trading platform is looking to create a competitive arena for quants to test their algorithms.
The Secret Source: Machine Learning and Open Source Come Together
A deep-dive into how capital markets firms are using open-source tools to experiment with machine learning.
The Rise of the Robot Quant
The latest big idea in machine learning is to automate the drudge work in model-building for quants
Machine Learning Takes Aim at Black-Scholes
Quants are embracing the idea of ‘model-free’ pricing and deep hedging.
Machine Learning Shakes Up Classical Financial Risk Modeling
BlackRock, MSCI, and La Française are some of the firms looking to replace traditional, linear risk models.
Investec: For Alternative Data, Learn How to Fail Fast
Investment firms have the upper hand when dealing with expensive data vendors, says Investec’s Nico Smuts.
Goldman Sachs Exec: Use of Alt Data in Investing Today Only 'Tip of the Iceberg'
At Risk Live, executives from Goldman Sachs AM, Societe Generale and Morgan Stanley talked about the benefits and concerns for using alt data.
Acadian: Beware Quant Snake Oil
The quant firm’s Seth Weingram lays out his principles for the effective use of machine learning.
Wavelength Podcast Episode 165: Roman Ginis on Trade Execution
The founder and CEO of Imperative Execution looks at how trade execution is changing and what that means for the buy side.
State Street Plans Large-Scale Expansion of ESG Data Offering
The bank sees opportunity in providing more in-depth, quantitative data on a larger universe of ESG factors.
JP Morgan Turns to Machine Learning for Options Hedging
These new models sidestep Black-Scholes and could slash hedging costs for some derivatives by up to 80%.
Fund Houses Get Picky Over Where to Use Machine Learning
Buy-siders have limited their usage of deep learning techniques due to haziness over their inner workings.
Geopolitical Risk Data Moves from Foreign Intelligence to Fund Management
As nations and markets become increasingly interconnected, geopolitical risk has become top of mind for portfolio managers.
Data Standardization Remains Top ESG Roadblock
As asset managers seek to incorporate ESG factors into their portfolios, they are facing challenges—particularly around data consistency. Some say custodians could offer solutions.
April 2019: Welcome to the New WatersTechnology
Max previews the first issue of the relaunched magazine, and extends a welcome.
Andrew Shortland To Steer International Expansion at Trade Informatics
The vendor's first local office outside the US is London, with plans for regional presences elsewhere in Europe and Asia.
CFTC Chair Says Agency is ‘Finally’ Getting Resources to Bolster Tech
Giancarlo lauds budget approval from Congress in swansong industry appearance.
As Unbundling Beds in, Data Becomes Essential to Price Research
Data collection allows greater visibility into research practices on the buy side while aiding the sell side in price setting for research.
Playing It Safe
Traders in the US, Europe and Asia behave differently. Wei-Shen Wong finds out how cultural differences can influence the popularity of certain algorithms.
The Change Manager: Fabrice Silberzan, BNP Paribas Asset Management
Fabrice Silberzan is playing a key role in the transformation of BNP Paribas Asset Management. With his background working across different cultures and various roles, from IT to securities and HR, the opera-loving Frenchman has a lot of lessons to share…
Fixed Income ESG Data: Materially Different
The ESG space is growing rapidly and gaining more attention, but one area that has been largely ignored by data providers is that of ESG information specific to fixed-income investors.
Trading Technologies Debuts Infrastructure-as-a-Service Offering
Vendor embarks on new strategy with Graystone Asset Management as its first client on the platform.
Lucena-WSH Alliance Broadens Buy-Side Exposure to Quant Event Data Signals
Lucena will provide a pre-packaged signal based on Wall Street Horizon's earnings dates revision data, for buy-side firms without the in-house resources to analyze the raw data themselves.